Strange error on adding a strategy

[jeronymite]

Today, for the first time in more than two years of developing NT scripts, I received this error on the Sim101 account whilst trying to add any strategy (including those supplied by NinjaTrader) via the Strategies tab of the Control Center:

'From' date needs to be smaller than 'To' date.

The window title is simply "Error" and it happens as soon as one OK's the selected strategy to be added.

I have reset the Sim101 and Replay101 accounts, removed all workspaces and started a new workspace. Still it persists.

Any ideas? Thanks!

[jeronymite]

Further to my original post, I have subsequently completely removed NinjaTrader (including all folders and files left after the uninstall), reinstalled it and the error is still there.

Interestingly, trying to download replay data for any instrument in December produces a message that no L1 data is available for the instrument/date. Yet I downloaded data for several instruments in December previously.

I don't know if these hint at an issue with a server at NinjaTrader, or are completely unrelated.

I also deleted my own custom strategies and the error persists.

So, until this strange message when trying to add a strategy can be resolved, I am dead-in-the-water! Any advice/assistance most gratefully received.

[jeronymite]

OK. So, one last post on this from me and I await a solution from NinjaTrader.

I tried a complete uninstall/reinstall of 7.0.1000.18 and 7.0.1000.16 and both exhibit the same issue from a simple "New Strategy ..." command on the Control Center Strategies tab, with nothing but stock standard NT installed -- no custom anything, no changes to the installation in any way beyond installing and immediately trying to add a new (NT-supplied) strategy.

Over to NinjaTrader at this point!

[LoanShark]

I am having this exact same error message. I am connected to Market Replay and simply trying to add a strategy. The from date of 12/1/2013 is less than the to date of 12/28/2013 in the replay windows.

[Rincewind]

Prior to the NinjaTrader v18 update, I had not seen the from/to date error message. I can no longer use market replay data for my development because I cannot configure my strategy (and NinjaTrader has the annoying habit of deleting replay strategies when the market replay slider is moved manually.)

In my development, to minimize the inaccuracy of the market replay slider, I tend to set From and To to the same date. But even setting these values to be a day or more apart, this error message is still generated.

I also noticed that the market replay data for December 2013 seems to incorrect / corrupt. My strategy looks at order flow and the values returned by the market data and depth events for data downloaded in this time frame appears to contain bad values in some fields While it appears that the replay data format has changed in some non-backward compatible way, live market data still works just fine (when I can connect, which hasn't been often in the last couple weeks because I use zen-fire).

Hopefully, NinjaTrader can come up with some sort of workaround for the strategy issue very quickly. This leaves me dead in the water at this time as most of my development occurs outside live market hours and I rely on being able to use market replay data to test my code.

[cdjindia]

Friends

In most cases, offending date was shown as 01/01/2014. Move it back to something in past, say 01/01/2013 and it works like before!

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[jeronymite]

I am not using Replay101. I am using Sim101 with a broker data feed.

This bug is reminiscent of a Year 2000 bug where dates with a two-digit year were considered relative to 1914 (or some other nominated year) and so they were automatically adjusted to be 1900+YY if YY was greater than or equal to 14 and 2000+YY if YY was less than 14.

Since this bug manifested on 1 January 2014, I suspect something of this nature ... but it could be something else entirely, of course.

In any case, I have just tried NinjaTrader today (2 January 2014) and after a number of tests, it appears to be working again. Nevertheless, I hope NinjaTrader will also investigate to see why this happened and prevent it in a future release.

[LoanShark]

I am not using Replay101. I am using Sim101 with a broker data feed.

This bug is reminiscent of a Year 2000 bug where dates with a two-digit year were considered relative to 1914 (or some other nominated year) and so they were automatically adjusted to be 1900+YY if YY was greater than or equal to 14 and 2000+YY if YY was less than 14.

Since this bug manifested on 1 January 2014, I suspect something of this nature ... but it could be something else entirely, of course.

In any case, I have just tried NinjaTrader today (2 January 2014) and after a number of tests, it appears to be working again. Nevertheless, I hope NinjaTrader will also investigate to see why this happened and prevent it in a future release.

Thanks Jeronymite, unfortunately it is still 1/1/2014 in my time zone. Hopefully this means the problem will resolve itself at midnight.

[Francis]

Same here. From the one moment to the other this error popped up abour an hour ago (ca. 23:00 CET). Was in between market replays and suddenly this error. The 01/01/2014 seems a bit odd to me, as the date range of replay is far before this and I've tested all day long today, the 1st of 2014.

I hope NT comes up with a proper answer quickly.

[LoanShark]

A work around appears to be to open a chart first, and then add the strategy to the chart. I usually add the strategy directly in the strategies tab.

[NinjaTrader_Bertrand]

Thanks for the reports guys - we closely looked into matters, could reproduce on this specific date and can confirm this issue would be fixed in our next major platform update.

[jeronymite]

One further comment

A further comment on this, if I may. This certainly has the look and feel of a Y2000 bug, although only NinjaTrader knows if it is or not. However, I would strongly encourage a complete review of the code for NT8 to eliminate any and all potential Y2000 issues.

There are clearly still potential Y2000 issues in the code. For example, orders contain a "Gtd" property ("Good till date") that has a date format of "dd-MM-yy", e.g. "13-Jan-14". Two-digit year specifiers were the main concern for Y2000 and it is essential they are eliminated to prevent further issues.

I would urge the adoption of ISO 8601 as a standard for dates and times. The ISO site says this about the standard:

ISO 8601 describes an internationally accepted way to represent dates and times using numbers.

When dates are represented with numbers they can be interpreted in different ways. For example, 01/05/12 could mean January 5, 2012, or May 1, 2012. On an individual level this uncertainty can be very frustrating, in a business context it can be very expensive. Organizing meetings and deliveries, writing contracts and buying airplane tickets can be very difficult when the date is unclear.

ISO 8601 tackles this uncertainty by setting out an internationally agreed way to represent dates:

YYYY-MM-DD

For example, September 27, 2012 is represented as 2012-09-27.

ISO 8601 can be used by anyone who wants to use a standardized way of presenting dates and times. It helps cut out the uncertainty and confusion when communicating internationally.
The full standard covers ways to write:

• Date
• Time of day
• Coordinated universal time (UTC)
• Local time with offset to UTC
• Date and time
• Time intervals
• Recurring time intervals

[NinjaTrader_Lance]

Thank you for the feedback I will add a feature request for this to Bertrand.